Pages that link to "Item:Q5121012"
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The following pages link to Testing equality of autocovariance operators for functional time series (Q5121012):
Displaying 7 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data (Q5384405) (← links)
